Quantitative Developer

We are seeking a highly skilled and motivated Quantitative Developer to join our systematic trading organization. This role will be instrumental in building and scaling the analytics platform that underpins research, portfolio construction, risk management, and trading across multiple asset classes, including equities, futures, options, ETFs, and other listed and derivative instruments. Working closely with quantitative researchers, traders, and technology teams, you will own core analytics and market data infrastructure, productionize research models, and develop the backtesting, risk, and tooling capabilities that support the full investment lifecycle. The role combines hands-on software engineering with quantitative and market structure expertise, requiring the ability to design performant, scalable systems that operate across diverse asset classes and large datasets. The ideal candidate will possess strong C++ engineering skills, deep experience building quantitative trading infrastructure, and a solid understanding of financial markets, market data, and quantitative research workflows. Responsibilities Build and maintain the analytics platform supporting volatility strategies, futures, or equities including infrastructure and other datasets used by researchers and tradersProductionize quantitative research models and integrate them into backtesting and live trading systemsDesign and implement scalable storage and processing systems for equities, futures, options, and other market and risk dataDevelop and enhance backtesting infrastructure to support complex research workflows and large-scale simulationsBuild and maintain risk, PnL, and portfolio analytics systems used for monitoring and evaluating trading strategiesDevelop GUIs, visualization tools, and developer-facing applications that improve researcher and trader productivityOptimize system performance, scalability, and reliability across data, analytics, and research infrastructureCollaborate closely with quantitative researchers and portfolio managers to translate research ideas across volatility strategies, futures or equities teams into robust, production-grade solutions Requirements BS/MS/PhD degree in a STEM fieldStrong, demonstrable C++ engineering skills — this is the most important requirement for the roleSolid finance and options asset-class expertise; a genuine understanding of the options domain is strongly preferredExperience working with options market data, including how it is best stored and structured for performanceFamiliarity with implied volatility surfaces and a strong understanding of options pricingExperience building or substantially improving backtesting infrastructureStrong problem-solving skills with an ability to work effectively both independently and as part of a team Benefits Applications are open for both Stamford and New York City offices, the latter with a planned opening in October 2026. The base salary range is $175,000 - $200,000 depending on the candidate's educational and professional background. Base salary is one component of Trexquant's total compensation, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt. Trexquant is an Equal Opportunity Employer.